Dr. Aleksey Min

Research Interests:

• Linear and generalized linear models (GLM's)

• Copulas and their applications

• MCMC

• U-statistics and generalized U-statistics

• Nonparametric statistics

• Fractals and distributions on them

• Almost sure (pointwise) limit theorems

• Large and moderate deviations

Submitted Preprints:

• Min, A. and Czado, C. (2010)
  SCOMDY models based on pair-copula constructions with application to exchange rates.

• Czado, C., Zhang, R. and Min, A. (2009)
  Efficient Maximum Likelihood Estimation of Copula based Meta t-distributions.

Publications:

• Min, A. and Czado, C. (2010)
  Bayesian inference for multivariate copulas using pair-copula constructions.
  to appear in the Journal of Financial Econometrics.




• Min, A., Holzmann, H. and Czado, C. (2010)
  Model selection strategies for identifying relevant covariates in homescedastic linear models.
  to appear in Computational Statistics and Data Analysis.




• Czado, C., Gaertner, F. and Min, A . (2010)
  Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins.
  to appear In: Kurowicka, D. and Joe, H. (Eds.) DEPENDENCE MODELING-Handbook on Vine Copulae. World Scientific.




• Min, A. and Czado, C. (2010)
  Testing for zero-modification in count regression models.
  Statistica Sinica , 20, pp. 323-341.




• Denker, M. and Min, A. (2008)
  A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates.
  Journal of Multivariate Analysis, 99, pp. 665-683.




• Czado, C., Erhardt, V., Min A. and Wagner, S. (2007)
  Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates.
  Statistical Modelling , 7, pp. 125-153.




• Holzman, H. , Koch, S. and Min, A. (2004)
  Almost sure limit theorems for U-statistics.
  Statistics and Probability Letters, 69, pp. 261-269.




• Min, A. V. and Abdurakhmanov, G. R. (2000)
  Asymptotic normality of generalized U-statistics from weak dependent random variables.
  Uzbek Mathematical Journal, 2000, N4, pp.30-36 (in Russian).




• Min, A. V. (1999)
  Limit theorems for probabilities of moderate deviations for generalized U-statistics and von Mises functionals.
  Uzbek Mathematical Journal, 1999, N1, pp.55-62 (in Russian).




• Khashimov, Sh. A. and Min, A. V. (1998)
  Probabilities of moderate deviations for generalized U-statistics.
  Uzbek Mathematical Journal, 1998, N4, pp.63-78 (in Russian).




• Khashimov, Sh. A. and Min, A. V. (1998)
  The exponential inequalities for distributions of generalized U-statistics.
  Uzbek Mathematical Journal, 1998, N2, pp.65-76 (in Russian).